+6.1%
ROL vs BEN
+77.1%
-71.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.3% | -4.3% | +1.4% |
| 7D | +7.5% | +12.2% | -4.7% | +6.1% |
| 30D | +21.1% | +12.1% | +9.0% | +19.6% |
| 3M | +3.1% | +7.3% | -4.2% | +2.2% |
| 6M | -27.4% | +17.9% | -45.3% | -28.9% |
| YTD | -34.7% | +55.4% | -90.2% | -38.2% |
| 1Y | -32.9% | +69.3% | -102.3% | -37.0% |
| 3Y | +6.1% | +82.8% | -76.7% | -2.2% |
| All | +6.1% | +77.1% | -71.0% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded BEN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling